"Through his financial documents, we are trying to break into the image that he's portraying to the American people," Mana said. "He says he's a successful businessman who wants to do for the country what he did for his company. Well, go ahead, show me the money."

On Wednesday, Trump's campaign manager Paul Manafort reiterated that the GOP nominee has not changed his mind.

"Mr. Trump has said that his taxes are under audit and he will not be releasing them," Manafort said.

Trump has said that if the audit is completed by Election Day, he will release them.

Clinton's running mate Virginia Sen. Tim Kaine and Vice President Joseph R. Biden Jr. heckled the real estate mogul at the Democratic National Convention Wednesday and called on him to release his tax returns.